haylaavo

ADANIENSOL option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 23 Nov 2026 (21 days) · lot 675

Spot
1,377.91
Future
1,379.60
Forward
1,378.24
PCR (OI)
0.76
Puts 21.78 L / Calls 28.78 L
PCR (volume)
0.52
Puts 3,065 / Calls 5,919
Max pain
1,260
strike with least total payout to holders
Highest OI
1,300 CE · 1,160 PE
ΔOI calls +2.15 L · puts +22,950
Open interest by strike
CallsPuts│ ATM┊ Max pain
03.0 L6.1 L1,0803.9 L1,1601,2406.1 L1,3201,4001,4801,560
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
·········1,0405.000.0042.70—675Neutral
·········1,0603.45-2.5564.59−1,35013,500Long unwinding
Neutral——64.580.00514.501,0808.150.0042.72——Neutral
·········1,1002.95+0.0555.22−1,3501.56 LNeutral
Neutral——58.330.00116.351,1203.100.0042.61—67,500Neutral
·········1,1401.65-2.2042.95+1,35047,250Short buildup
Neutral——53.460.00466.201,1603.60-1.5046.21+7,4253.91 LShort buildup
Neutral3,375—51.580.00142.001,1804.15-1.5043.90+1,35026,325Short buildup
Neutral3.94 L—39.40+18.45181.451,2004.95-2.7541.90−45,2251.86 LLong unwinding
Neutral4,725——+49.20157.351,2206.40-2.9040.73−1,35061,425Long unwinding
Neutral2.34 L—30.46+15.90140.901,2408.40-4.1039.79—2.50 LNeutral
Neutral1.88 L−1,35026.90+22.10121.001,2609.80-6.5037.39+70,2002.07 LShort buildup
Neutral94,500—46.470.00102.501,28013.15-6.7036.83+26,32568,175Short buildup
Neutral6.10 L+2,70035.93+18.4095.001,30017.00-8.6535.90−2,0252.50 LNeutral
Long buildup83,700+2,02536.72+19.0581.801,32022.05-10.8035.21+67576,275Neutral
Short covering1.16 L−16,20034.37+15.1566.151,34028.40-13.4534.66−40,50088,425Long unwinding
Short covering1.17 L−10,80034.42+13.3054.601,36036.10-14.7534.17—56,025Neutral
Long buildup83,700+15,52533.98+11.6543.801,38045.55-19.3533.98+67529,700Short buildup
Long buildup2.54 L+20,92533.88+10.1534.851,40056.85-17.3534.12+6,07569,525Short buildup
Short covering30,375−2,02533.76+7.5027.251,42068.25-97.7533.27+2,7004,725Short buildup
Long buildup2.15 L+93,15034.44+6.8521.851,440176.000.0040.93—3,375Neutral
Long buildup78,975+24,30034.35+4.9516.651,460155.000.0040.61—12,150Neutral
Long buildup36,450+5,40035.03+3.9013.201,48093.600.0040.22——Neutral
Long buildup2.16 L+64,80035.53+2.7010.301,500138.80-26.2043.37−1,35029,025Long unwinding
Short covering26,325−2,70036.16+2.358.101,520272.000.0039.10—2,025Neutral
Long buildup27,000+67536.75+1.206.351,540197.000.0038.28—4,725Neutral
Long buildup56,700+18,22537.66+0.405.151,560192.00-53.0546.43−67577,625Neutral
Neutral2,700—43.630.002.001,720·········
Neutral6,075—43.520.001.401,840·········

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 5 near-ATM strikes. Discounting at 6.15% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.